NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 47,834
COMMITMENTS
16,814 22,703 20 31,000 25,111 47,834 47,834 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 180)
-100 380 0 280 -200 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 47.5 0.0 64.8 52.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 9 2 9 7 16 16
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances OPEN INTEREST: 67,751
COMMITMENTS
5,141 6,441 6,307 56,287 55,002 67,735 67,751 16 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,997)
426 160 12 1,558 1,825 1,997 1,997 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.5 9.3 83.1 81.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 9 10 14 15 28 28
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 36,099
COMMITMENTS
4,489 886 0 31,605 35,213 36,094 36,099 5 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.5 0.0 87.6 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 4 0 8 9 10 13
CALIF CARBON ALL VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-0063A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 California carbon allowances OPEN INTEREST: 33,207
COMMITMENTS
2,318 0 372 30,517 32,835 33,207 33,207 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 72)
-22 0 22 72 50 72 72 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 1.1 91.9 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 2 9 8 17 10
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 37,430
COMMITMENTS
6,825 17,733 25 30,580 19,672 37,430 37,430 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -100)
-300 50 0 200 -150 -100 -100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 47.4 0.1 81.7 52.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 6 1 8 6 15 13
NJ SRECS VINTAGE 2020 - ICE FUTURES ENERGY DIV Code-0063A4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10 SRECs) OPEN INTEREST: 26,067
COMMITMENTS
4,757 7,930 0 21,310 18,137 26,067 26,067 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 100)
100 -100 0 0 200 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 30.4 0.0 81.8 69.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 0 7 4 13 10
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 28,535
COMMITMENTS
13,653 13,395 600 14,283 14,540 28,535 28,535 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -174)
-649 -100 0 475 -74 -174 -174 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 46.9 2.1 50.1 51.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 5 2 9 7 16 13
PJM TRI-RECs CLASS 1 Vin 2019 - ICE FUTURES ENERGY DIV Code-0063AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
100 MWh of renewable energy certificates OPEN INTEREST: 20,895
COMMITMENTS
9,795 6,407 100 11,000 14,388 20,895 20,895 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,150)
750 0 0 400 1,150 1,150 1,150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 30.7 0.5 52.6 68.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 4 1 7 6 15 10
RGGI VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-0063AR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1,000 RGGI CO2 Allowances OPEN INTEREST: 41,648
COMMITMENTS
3,055 3,066 663 37,931 37,919 41,648 41,648 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,557)
0 39 245 1,312 1,308 1,557 1,592 0 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.4 1.6 91.1 91.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 7 5 15 13 21 22
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,199,700
COMMITMENTS
966,532 45,783 673,218 3526793 4468009 5166543 5187010 33,157 12,690
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 51,174)
-43,956 4,655 46,307 49,211 842 51,562 51,804 -388 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.9 12.9 67.8 85.9 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
55 26 61 132 114 207 181
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 1,372,981
COMMITMENTS
51,653 33,406 704,613 613,508 634,000 1369774 1372018 3,207 963
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 40,567)
-866 3,746 27,660 13,769 9,066 40,563 40,472 4 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.4 51.3 44.7 46.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 17 27 52 51 79 81
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,851
COMMITMENTS
7,421 7,422 2,885 217,807 231,395 228,113 241,702 17,738 4,149
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,352)
-2,222 457 -1,602 1,655 -199 -2,169 -1,344 817 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 3.0 1.2 88.6 94.1 92.8 98.3 7.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 4 29 26 35 31
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,280
COMMITMENTS
33 1,111 982 93,471 96,105 94,486 98,198 6,794 3,082
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -8,024)
-1,511 1,001 -270 -9,187 -6,345 -10,968 -5,614 2,944 -2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 1.0 92.3 94.9 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 3 25 26 28 29
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,954
COMMITMENTS
520 2,434 2,961 250,770 246,533 254,251 251,928 11,703 14,026
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -17,231)
520 -3,241 -440 -18,930 -20,972 -18,850 -24,653 1,619 7,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.9 1.1 94.3 92.7 95.6 94.7 4.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 3 22 21 25 24
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 865,980
COMMITMENTS
3,746 17,332 6,680 846,861 840,266 857,287 864,278 8,693 1,702
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 8,285)
1,812 27 -458 10,017 9,395 11,371 8,964 -3,086 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.0 0.8 97.8 97.0 99.0 99.8 1.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 3 3 51 32 55 35
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 394,787
COMMITMENTS
4,860 3,746 240 373,653 381,859 378,753 385,845 16,034 8,942
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -11,467)
-1,333 119 -459 -10,911 -10,968 -12,703 -11,308 1,236 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.9 0.1 94.6 96.7 95.9 97.7 4.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 1 1 31 37 33 39
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 363,542
COMMITMENTS
210 0 772 346,255 355,811 347,237 356,583 16,305 6,959
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -37,867)
-988 0 369 -35,518 -15,633 -36,137 -15,264 -1,730 -22,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 0.2 95.2 97.9 95.5 98.1 4.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 0 1 39 40 40 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,284
COMMITMENTS
2,221 413 1,090 206,112 207,732 209,423 209,235 8,861 9,049
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -16,494)
814 -5,515 -219 -10,765 -8,324 -10,170 -14,058 -6,324 -2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.2 0.5 94.4 95.2 95.9 95.9 4.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 2 30 29 32 32
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 72,888
COMMITMENTS
0 1,989 79 68,591 65,673 68,670 67,741 4,218 5,147
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,565)
0 475 -41 -7,006 -5,681 -7,047 -5,247 482 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.1 94.1 90.1 94.2 92.9 5.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 23 24 24 26
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 115,279
COMMITMENTS
1,809 0 1,271 104,740 110,870 107,820 112,141 7,459 3,138
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -9,432)
-35 -463 -123 -8,953 -7,244 -9,111 -7,830 -321 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.1 90.9 96.2 93.5 97.3 6.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 17 18 18
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 155,734
COMMITMENTS
0 0 0 145,996 150,068 145,996 150,068 9,738 5,666
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -10,531)
-1,056 0 -60 -8,274 -10,351 -9,390 -10,411 -1,141 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 93.7 96.4 93.7 96.4 6.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 0 0 22 21 22 21
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,384
COMMITMENTS
3,658 682 0 11,889 15,268 15,547 15,950 837 434
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,630)
-780 0 0 -5,584 -5,976 -6,364 -5,976 -266 -654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.2 0.0 72.6 93.2 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 10 16 14 18
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 534,518
COMMITMENTS
65,081 4,568 2,944 458,308 517,425 526,333 524,937 8,185 9,581
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -28,926)
-5,155 -2,535 764 -20,478 -21,903 -24,869 -23,674 -4,057 -5,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 0.9 0.6 85.7 96.8 98.5 98.2 1.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 5 8 48 49 60 57
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 125,146
COMMITMENTS
4,325 3,622 815 115,554 112,619 120,694 117,056 4,452 8,090
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -8,907)
145 -3,925 -925 -9,733 -6,005 -10,513 -10,855 1,606 1,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.9 0.7 92.3 90.0 96.4 93.5 3.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 19 22 22 24
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 16,677
COMMITMENTS
713 620 0 12,753 15,685 13,466 16,305 3,211 372
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,400)
188 -292 -248 -5,091 -4,290 -5,151 -4,830 -249 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.7 0.0 76.5 94.1 80.7 97.8 19.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 12 11 13
HENRY HUB - TAILGATE LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 126,491
COMMITMENTS
28,365 3,553 0 97,691 121,981 126,056 125,534 435 957
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -54,937)
-30,824 -1,170 -211 -17,303 -41,422 -48,338 -42,803 -6,599 -12,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 2.8 0.0 77.2 96.4 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
9 8 0 26 39 35 47
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 134,221
COMMITMENTS
620 480 0 131,833 131,045 132,453 131,525 1,768 2,696
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -13,548)
0 480 0 -13,918 -13,382 -13,918 -12,902 370 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.4 0.0 98.2 97.6 98.7 98.0 1.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 17 18 18 19
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 261,417
COMMITMENTS
1,851 738 1,422 251,883 248,078 255,156 250,238 6,261 11,179
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,348)
1,851 450 -121 -7,406 -7,882 -5,676 -7,553 -1,672 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.3 0.5 96.4 94.9 97.6 95.7 2.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 1 1 30 33 32 34
NATURAL GAS PIPELINE-TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,736
COMMITMENTS
514 0 1,911 97,495 98,979 99,920 100,890 1,816 846
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -11,482)
12 -744 -12 -10,761 -9,953 -10,761 -10,709 -721 -773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 1.9 95.8 97.3 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 19 21 20 22
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 135,390
COMMITMENTS
11,445 0 272 117,291 126,428 129,008 126,700 6,382 8,690
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,391)
-247 0 20 -6,777 -8,217 -7,004 -8,197 613 1,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.2 86.6 93.4 95.3 93.6 4.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 22 16 24 17
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 110,411
COMMITMENTS
0 0 0 101,821 107,515 101,821 107,515 8,590 2,896
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,867)
-1,081 0 0 -4,372 -6,148 -5,453 -6,148 -1,414 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.2 97.4 92.2 97.4 7.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 18 18 18
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 61,836
COMMITMENTS
0 465 0 61,557 61,247 61,557 61,712 279 124
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -8,730)
-755 0 0 -7,290 -8,670 -8,045 -8,670 -685 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.5 99.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 10 15 10 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 145,723
COMMITMENTS
1,973 0 124 134,019 141,427 136,116 141,551 9,607 4,172
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,891)
1,570 -89 -345 709 2,189 1,934 1,755 -43 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.1 92.0 97.1 93.4 97.1 6.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 1 18 17 21 18
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 147,710
COMMITMENTS
0 952 7,942 128,376 132,631 136,318 141,525 11,392 6,185
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -13,689)
0 -4,277 -252 -11,315 -9,878 -11,567 -14,407 -2,122 718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 5.4 86.9 89.8 92.3 95.8 7.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 27 23 29 25
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 15,378
COMMITMENTS
1,302 0 0 13,127 15,192 14,429 15,192 949 186
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,940)
-810 0 0 -4,564 -4,830 -5,374 -4,830 -566 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 85.4 98.8 93.8 98.8 6.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 10 13 10
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 26,943
COMMITMENTS
0 0 0 24,565 26,478 24,565 26,478 2,378 465
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,424)
0 0 0 -5,150 -6,914 -5,150 -6,914 -2,274 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.2 98.3 91.2 98.3 8.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 11 13 11 13
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 178,107
COMMITMENTS
8,700 1,267 787 158,927 166,958 168,414 169,012 9,693 9,095
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -16,477)
-1,572 -511 -615 -13,426 -14,546 -15,613 -15,672 -864 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.7 0.4 89.2 93.7 94.6 94.9 5.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 30 30 33 32
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 104,391
COMMITMENTS
0 0 0 99,924 97,718 99,924 97,718 4,467 6,673
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -4,905)
0 0 0 -4,675 -5,015 -4,675 -5,015 -230 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.7 93.6 95.7 93.6 4.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 22 25 22 25
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 96,791
COMMITMENTS
0 0 0 88,205 93,049 88,205 93,049 8,586 3,742
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,523)
-248 0 0 -4,929 -5,969 -5,177 -5,969 -346 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.1 96.1 91.1 96.1 8.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 20 17 20 17
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 68,471
COMMITMENTS
2,736 360 0 59,612 65,314 62,348 65,674 6,123 2,797
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,752)
-158 60 -856 -6,175 -5,011 -7,189 -5,807 -563 -1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.5 0.0 87.1 95.4 91.1 95.9 8.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 15 18 16 19
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 20,975
COMMITMENTS
837 868 0 19,859 20,076 20,696 20,944 279 31
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -7,616)
-30 120 -120 -7,083 -6,056 -7,233 -6,056 -383 -1,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.1 0.0 94.7 95.7 98.7 99.9 1.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 12 15 14 17
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MM Btus OPEN INTEREST: 122,983
COMMITMENTS
0 0 0 111,145 118,651 111,145 118,651 11,838 4,332
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -11,474)
0 0 0 -10,658 -10,658 -10,658 -10,658 -816 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.4 96.5 90.4 96.5 9.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 24 17 24 17
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 106,551
COMMITMENTS
18,322 4,540 11,162 76,081 90,110 105,564 105,812 987 739
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,429)
-861 -840 -630 -3,336 -3,785 -4,828 -5,255 -601 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 4.3 10.5 71.4 84.6 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 7 16 36 38 55 54
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 31,143
COMMITMENTS
1,395 200 275 29,473 30,668 31,143 31,143 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 694)
5 0 25 664 669 694 694 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.6 0.9 94.6 98.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 3 2 25 18 30 23
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 19,620
COMMITMENTS
250 0 450 18,920 19,170 19,620 19,620 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -287)
-125 0 100 -262 -387 -287 -287 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 2.3 96.4 97.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 21 18 24 20
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 167,496
COMMITMENTS
9,785 28,954 4,191 153,474 134,336 167,450 167,481 46 15
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -9,169)
20 -2,922 -13 -6,249 -2,558 -6,242 -5,493 -2,927 -3,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 17.3 2.5 91.6 80.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 8 6 40 36 49 47
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,376
COMMITMENTS
1,336 7,350 1,439 53,586 47,587 56,361 56,376 15 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,470)
-798 -723 -36 -629 -706 -1,463 -1,465 -7 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.0 2.6 95.1 84.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 5 6 20 21 31 29
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 57,258
COMMITMENTS
315 3,575 745 55,977 52,538 57,037 56,858 221 400
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,412)
50 150 -200 -890 -1,367 -1,040 -1,417 -372 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 6.2 1.3 97.8 91.8 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 3 2 27 26 30 30
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 64,628
COMMITMENTS
1,243 1,075 912 62,257 62,471 64,412 64,458 216 170
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -341)
-387 50 237 286 191 136 478 -477 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 1.7 1.4 96.3 96.7 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 4 4 33 27 37 34
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 63,430
COMMITMENTS
1,528 17,550 0 61,839 45,706 63,367 63,256 63 174
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,106)
78 100 0 -1,877 -1,861 -1,799 -1,761 -307 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 27.7 0.0 97.5 72.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 2 0 27 25 31 27
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 85,221
COMMITMENTS
2,698 18,650 0 82,491 66,381 85,189 85,031 32 190
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,239)
298 -6,100 0 -2,999 3,323 -2,701 -2,777 -538 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 21.9 0.0 96.8 77.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 0 29 26 33 28
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 33,924
COMMITMENTS
300 0 0 33,474 33,894 33,774 33,894 150 30
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,067)
-100 -800 0 -945 -257 -1,045 -1,057 -22 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 98.7 99.9 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 22 19 23 19
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 37,605
COMMITMENTS
1,675 420 0 35,870 37,029 37,545 37,449 60 156
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 990)
-50 0 -75 1,115 1,077 990 1,002 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 1.1 0.0 95.4 98.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 23 20 26 21
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 11,760
COMMITMENTS
1,200 0 0 10,560 11,760 11,760 11,760 0 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -800)
0 0 0 -800 -800 -800 -800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 0.0 89.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 17 14 20 14
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 19,816
COMMITMENTS
2,150 1,782 1,100 16,371 16,639 19,621 19,521 195 295
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -515)
-100 -300 200 -605 -415 -505 -515 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 9.0 5.6 82.6 84.0 99.0 98.5 1.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 4 2 23 24 29 28
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,890
COMMITMENTS
0 215 210 9,335 9,330 9,545 9,755 345 135
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,100)
0 45 -95 -820 -1,005 -915 -1,055 -185 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.1 94.4 94.3 96.5 98.6 3.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 10 12 11 15
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 41,403
COMMITMENTS
0 400 0 41,403 40,913 41,403 41,313 0 90
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,219)
-400 -50 -600 -219 -559 -1,219 -1,209 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 98.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 0 26 23 26 26
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 51,103
COMMITMENTS
1,700 1,150 50 48,528 49,843 50,278 51,043 825 60
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -24)
0 -350 0 -519 336 -519 -14 495 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.3 0.1 95.0 97.5 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 23 26 26
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 48,060
COMMITMENTS
1,405 0 335 46,125 47,530 47,865 47,865 195 195
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -4,062)
-65 -5 5 -3,147 -3,907 -3,207 -3,907 -855 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 0.7 96.0 98.9 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 1 20 13 24 14
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 55,816
COMMITMENTS
2,130 1,800 175 53,361 53,676 55,666 55,651 150 165
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,532)
-90 -200 0 -2,242 -3,252 -2,332 -3,452 -1,200 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.2 0.3 95.6 96.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 1 22 12 26 14
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 70,428
COMMITMENTS
729 0 218 69,340 69,918 70,287 70,136 141 292
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,317)
472 0 -423 -3,444 -2,871 -3,395 -3,294 78 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 98.5 99.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 0 1 29 30 31 31
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 92,097
COMMITMENTS
6,230 1,484 1,588 83,943 88,761 91,761 91,833 336 264
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -4,281)
599 -899 -632 -4,443 -2,735 -4,476 -4,266 195 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.6 1.7 91.1 96.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 9 3 30 32 38 42
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 38,513
COMMITMENTS
931 4,630 199 37,145 33,484 38,275 38,313 238 200
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,418)
33 -125 -100 -2,340 -1,581 -2,407 -1,806 -11 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 12.0 0.5 96.4 86.9 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 24 17 28 21
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 40,676
COMMITMENTS
3,120 1,500 1,850 35,181 37,201 40,151 40,551 525 125
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,235)
-100 -50 0 -3,125 -2,563 -3,225 -2,613 -10 -622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.7 4.5 86.5 91.5 98.7 99.7 1.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 3 2 25 21 28 26
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,369
COMMITMENTS
25 3,400 235 41,044 37,499 41,304 41,134 65 235
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -684)
0 460 -55 21 -1,154 -34 -749 -650 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.2 0.6 99.2 90.6 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 1 22 17 24 20
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 34,747
COMMITMENTS
350 2,885 25 34,076 31,702 34,451 34,612 296 135
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -655)
0 565 -115 -243 -1,180 -358 -730 -297 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 8.3 0.1 98.1 91.2 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 18 15 21 17
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 27,369
COMMITMENTS
1,829 1,715 163 25,008 25,371 27,000 27,249 369 120
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,061)
111 335 -11 -906 -1,159 -806 -835 -255 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.3 0.6 91.4 92.7 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 1 2 22 21 28 24
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 22,048
COMMITMENTS
1,227 400 476 20,245 21,052 21,948 21,928 100 120
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -763)
91 290 -110 489 174 470 354 -1,233 -1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 1.8 2.2 91.8 95.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 2 17 22 20 25
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,324
COMMITMENTS
1,625 7,497 941 47,429 41,886 49,995 50,324 329 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,449)
-260 -1,482 73 -3,202 -1,612 -3,389 -3,021 -60 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 14.9 1.9 94.2 83.2 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 3 4 32 27 39 33
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 35,615
COMMITMENTS
1,085 3,230 75 34,110 32,307 35,270 35,612 345 3
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,260)
-150 -705 50 -1,884 -1,440 -1,984 -2,095 -276 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 9.1 0.2 95.8 90.7 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 5 1 29 20 32 25
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 22,581
COMMITMENTS
0 4,100 525 22,056 17,931 22,581 22,556 0 25
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 25 50 25 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.2 2.3 97.7 79.4 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 15 16 16 19
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 16,900
COMMITMENTS
920 0 0 15,505 16,880 16,425 16,880 475 20
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,175)
-70 0 0 -1,095 -1,045 -1,165 -1,045 -10 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 91.7 99.9 97.2 99.9 2.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 17 13 20 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 17,050
COMMITMENTS
530 0 0 16,160 17,030 16,690 17,030 360 20
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,445)
-10 0 -55 -1,385 -1,160 -1,450 -1,215 5 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 0.0 94.8 99.9 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 19 13 21 13
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs OPEN INTEREST: 776,237
COMMITMENTS
8,097 75,560 115,728 652,349 584,949 776,174 776,237 63 0
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 22,170)
-3,501 477 3,202 22,489 18,531 22,190 22,210 -20 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.7 14.9 84.0 75.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 3 6 19 18 26 24
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 22,712
COMMITMENTS
1,190 150 0 21,368 22,482 22,558 22,632 154 80
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,773)
-25 0 -50 -1,606 -1,690 -1,681 -1,740 -92 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.7 0.0 94.1 99.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 0 18 16 21 18
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,412
COMMITMENTS
1,190 150 0 19,661 21,165 20,851 21,315 561 97
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,348)
-25 0 -50 -1,181 -1,265 -1,256 -1,315 -92 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.7 0.0 91.8 98.8 97.4 99.5 2.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 0 17 14 20 16
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 9,640
COMMITMENTS
0 275 0 9,260 9,305 9,260 9,580 380 60
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,145)
0 -50 0 -810 -1,020 -810 -1,070 -335 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.0 96.1 96.5 96.1 99.4 3.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 12 14 12 16
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,422
COMMITMENTS
688 75 4 20,597 21,323 21,289 21,402 133 20
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,081)
-150 -25 -25 -790 -891 -965 -941 -116 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.4 0.0 96.1 99.5 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 1 15 18 18 20
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 21,675
COMMITMENTS
688 125 4 20,846 21,531 21,538 21,660 137 15
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,732)
-125 -25 -25 -1,446 -1,542 -1,596 -1,592 -136 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.6 0.0 96.2 99.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 16 17 19 19
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 109,009
COMMITMENTS
1,070 8,107 710 107,184 100,151 108,964 108,968 45 41
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,010)
-25 -555 -50 -4,800 -3,485 -4,875 -4,090 -1,135 -1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 7.4 0.7 98.3 91.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 9 3 33 33 39 43
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
352 MWh OPEN INTEREST: 121,466
COMMITMENTS
1,285 8,987 900 119,221 111,535 121,406 121,422 60 44
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,702)
-143 -245 -7 -5,762 -3,537 -5,912 -3,789 -790 -2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 7.4 0.7 98.2 91.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 9 4 38 33 44 44
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 215,112
COMMITMENTS
33,755 30,250 17,578 163,769 167,262 215,102 215,091 10 21
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -13,170)
-1,357 -3,957 -1,574 -6,922 -4,794 -9,853 -10,324 -3,317 -2,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 14.1 8.2 76.1 77.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 21 19 44 46 70 76
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 42,724
COMMITMENTS
2,285 275 115 40,001 42,309 42,401 42,699 323 25
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,875)
-160 -25 0 -905 -430 -1,065 -455 -810 -1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.6 0.3 93.6 99.0 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 23 14 28 17
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1 MW OPEN INTEREST: 39,589
COMMITMENTS
1,985 275 105 37,221 39,184 39,311 39,564 278 25
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,325)
-10 0 -25 -640 135 -675 110 -650 -1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.7 0.3 94.0 99.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 2 2 22 14 27 17
Updated October 13, 2017